+16.7%
BABA vs PNR
+63.0%
-46.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.2% |
| 7D | -2.2% | -3.9% | +1.7% | -0.8% |
| 30D | -17.3% | -13.8% | -3.5% | -13.1% |
| 3M | -7.8% | -22.5% | +14.8% | -0.6% |
| 6M | -16.8% | -37.2% | +20.4% | -3.4% |
| YTD | -24.7% | -44.2% | +19.5% | -8.8% |
| 1Y | -24.9% | -46.6% | +21.7% | -7.7% |
| 3Y | +29.1% | -12.5% | +41.6% | +28.6% |
| 5Y | -30.5% | -19.3% | -11.2% | -31.5% |
| 10Y | +16.7% | +67.5% | -50.8% | -12.4% |
| All | +16.7% | +63.0% | -46.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling